Anic Equity¶

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Total return since start: 0.558 %¶

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Equity now: -----------------------------> 47583.19 Kr¶

Max Equity ever reached: ------------> 48629.89 Kr¶

Portfolio value: --------------------------> 46188.23 Kr¶

PnL: ---------------------------------------> -700.34 Kr¶

DD now: ---------------------------------> -2.152 %¶

Max portfolio DD since start: ----> -13.025 %¶

Updated:¶

'2023-01-24 15:10:31.798218'

Anic Portfolio¶

Today¶

Return: -0.835 %¶

This Week¶

Return: -0.688 %¶

Total¶

Return: 55.775 %¶

Benchmark comparison TODAY¶

Benchmark comparison¶

OMXS30
DJUS
NDX
DAX
W1IDU

Excess return¶

OMXS30
DJUS
NDX
DAX
W1IDU

Anic Portfolio Holdings¶

  volume changePercent value profit profitPercent acquiredValue
name            
HEBA B 70 -1.360000 2800.000000 164.000000 6.220000 2636.000010
Beijer Electronics Group 26 -2.920000 3114.800000 143.800000 4.840000 2971.000006
AcadeMedia 12 0.100000 603.000000 46.000000 8.260000 557.000004
Corem Property Group B 59 -2.050000 620.090000 43.090000 7.470000 576.999999
MedCap 2 -0.860000 461.000000 40.000000 9.500000 421.000000
HMS Networks 2 -1.450000 706.800000 33.800000 5.020000 673.000000
Samhällsbyggnadsbo. i Norden B 20 -2.120000 388.600000 33.600000 9.460000 355.000000
Resurs Holding 22 0.220000 605.000000 31.000000 5.400000 573.999998
FM Mattsson Mora Group B 50 -0.170000 2955.000000 28.000000 0.960000 2927.000000
Boozt 12 -0.570000 1678.800000 24.800000 1.500000 1653.999996
Norva24 Group 16 -0.400000 562.560000 19.560000 3.600000 543.000000
Intrum 4 -0.260000 545.000000 18.000000 3.420000 527.000000
SAAB B 8 -0.310000 3392.800000 15.800000 0.470000 3377.000000
Fastighetsbolag. Emilshus Pref 21 0.180000 577.500000 15.500000 2.760000 562.000005
Swedbank A 3 1.870000 579.150000 15.150000 2.690000 564.000000
Eastnine 4 -0.630000 505.600000 14.600000 2.970000 491.000000
Securitas B 6 0.660000 583.800000 13.800000 2.420000 570.000000
OEM International B 7 -0.770000 540.400000 12.400000 2.350000 527.999997
Coor Service Management Hold. 8 -0.880000 542.000000 10.000000 1.880000 532.000000
Karnov Group 9 -0.170000 540.900000 4.900000 0.910000 536.000004
Samhällsbyggnadsbo. i Norden D 12 0.190000 249.360000 3.360000 1.370000 246.000000
Handelsbanken A 5 0.090000 546.500000 0.500000 0.090000 546.000000
Creaspac SPAC 6 -0.310000 574.800000 -2.200000 -0.380000 577.000002
Nordea Bank Abp 29 0.130000 3448.680000 -5.320000 -0.150000 3453.999992
CTEK 13 -2.790000 521.690000 -12.310000 -2.310000 533.999999
Midsona B 63 -0.660000 565.740000 -17.260000 -2.960000 582.999984
Essity B 2 -1.560000 554.400000 -19.600000 -3.410000 574.000000
International Petroleum Corp. 5 -2.430000 561.000000 -33.570000 -5.650000 594.565215
Essity A 4 -1.940000 1110.000000 -39.000000 -3.390000 1149.000000
Sampo Oyj SDB 7 -1.090000 3801.000000 -49.000000 -1.270000 3850.000000
Vivesto 1368 1.340000 558.960000 -54.040000 -8.820000 612.999432
Axfood 13 -1.460000 3607.500000 -148.500000 -3.950000 3756.000001
OX2 18 -1.630000 1416.600000 -247.400000 -14.870000 1663.999992
Fasadgruppen Group 35 1.700000 3556.000000 -255.000000 -6.690000 3810.999990
Ovzon 52 -3.390000 2813.200000 -548.800000 -16.320000 3361.999992
TOTAL 46188.230000 -700.340000 -2.15238% 46888.564618

Updated:¶

'2023-01-24 15:10:44.053754'
None

Last optimization/rebalancing:¶

'2023-01-02'

Next optimization/rebalancing:¶

'2023-02-10'

In or Out of market? In if Signal > -10, else out of market!¶

AVAN-Live vs backtest and OMXSE30 2023¶

Walk forward test results - depending on starting day¶

Equity is shown as log of returns. Returns range by a factor of 10. Best is about 10000%, 100 times money, and worst 1000%, 10 times money in 20 years. Maximal duration for drawdown periods vary between 280-750 days. Worst drawdown across the tests is about 40 %. ¶

Walk forward test results - Distribution of maximal drawdowns¶

Used to understand the strategys historical drawdown properties and to set the rule for when to stop trading the system. The stop limit is set to mean of max drawdown minus 2 standard deviations.¶